+203.4%
URI vs ALK
-25.3%
+228.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -12.9% | -19.2% | +6.3% | -5.3% |
| 3M | -6.7% | -1.5% | -5.2% | -7.5% |
| 6M | +19.0% | -13.1% | +32.0% | +22.5% |
| YTD | +25.5% | -16.4% | +42.0% | +29.8% |
| 1Y | +5.5% | -33.1% | +38.6% | +19.8% |
| 3Y | +111.3% | +0.6% | +110.7% | +77.9% |
| All | +203.4% | -25.3% | +228.7% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling